Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
6.4 Asymptotic Analysis of Hit Probability 105<br />
g(x)<br />
0.875<br />
x<br />
Fig. 6.1 The graph of g(x)=x w (1 − x) − p w w<br />
q when w=7 and p=0.7. It increases in (0, w+1<br />
) and<br />
decreases in (<br />
w+1 w ,1).<br />
where the equality sign is possible only if all terms on the left have the same argument,<br />
that is, if r = r 0 . Hence, r 0 is larger in absolute value than any other root of<br />
f (x).<br />
Let f (x) has the following distinct roots<br />
r 0 ,r 1 ,r 2 ,···,r wθ −1,<br />
where r 0 > |r 1 |≥|r 2 |≥···≥|r wθ −1|. Then, By (6.10), we have that<br />
¯Θ n = a 0 r n 0 + a 1r n 1 + ···+ a w θ −1r n w θ −1 . (6.11)<br />
where a i s are constants to be determined. Because<br />
θ i = ¯Θ i−1 − ¯Θ i = p w q<br />
for any i = w θ + 1,...,2w θ , we obtain the following linear equation system with<br />
a i ’s as variables<br />
⎧<br />
⎪⎨<br />
⎪⎩<br />
a 0 (1 − r 0 )r w θ<br />
0<br />
+ a 1 (1 − r 1 )r w θ<br />
1<br />
+ ··· + a wθ −1(1 − r wθ −1)r w θ<br />
w θ −1<br />
a 0 (1 − r 0 )r w θ +1<br />
0<br />
+ a 1 (1 − r 1 )r w θ +1<br />
1<br />
+ ··· + a wθ −1(1 − r wθ −1)r w θ +1<br />
w θ −1<br />
···<br />
a 0 (1 − r 0 )r 2w θ −1<br />
0<br />
+ a 1 (1 − r 1 )r 2w θ −1<br />
1<br />
+ ··· + a wθ −1(1 − r wθ −1)r 2w θ −1<br />
w θ −1<br />
Solving this linear equation system and using r w θ<br />
i (1 − r i )=p w θ q, we obtain<br />
p w qf(1)<br />
a i =<br />
(1 − r i ) 2 r w θ<br />
i<br />
f ′ (r i ) = (p − r i )r i<br />
q[w θ − (w θ + 1)r i ] , i = 1,2,...,w θ − 1.<br />
Thus, (6.11) implies<br />
= p w q<br />
= p w q<br />
= p w q